run-authorized-backtest

Execute authorized quant backtests with provenance tracking and post-run validation.

116|38|Updated Feb 26, 2026
One-click install
npx skills add https://github.com/xingwudao/open-xquant --skill run-authorized-backtest
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: run-authorized-backtest
Source: https://github.com/xingwudao/open-xquant/tree/main/agent/skills/run-authorized-backtest
Command: npx skills add https://github.com/xingwudao/open-xquant --skill run-authorized-backtest

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill eliminates the risk of running unvalidated, non-reproducible backtests that produce untrustworthy trading signals, by enforcing strict authorization gates and mandatory pre/post-run validation checks for quant research workflows.

Core Features & Use Cases

  • Strict Authorization Enforcement: Only runs backtests that have passed all prior validation steps (strategy spec build, spec audit, runtime audit) and have a valid backtest_authorization.json file.
  • Full Provenance Tracking: Attaches all required audit artifacts, component manifests, and recipe catalogs to the run directory for full traceability.
  • Mandatory Post-Run Validation: Automatically runs reproducibility, research bias, and robustness checks on every backtest result to ensure results are trustworthy for trading decisions.
  • Use Case: A quant researcher using open-xquant can use this Skill to run a backtest for a new momentum strategy only after the strategy spec has been validated, audited for bias, and had its runtime semantics checked, ensuring the final backtest results are fully reproducible and auditable.

Quick Start

Use the run-authorized-backtest skill to execute the fully authorized and validated backtest for your current quant strategy after all prior validation steps have passed.

Frequently Asked Questions about run-authorized-backtest

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I run a reproducible quant backtest that passes audit checks?

A reproducible quant backtest requires passing strategy spec, spec audit, and runtime audit validation stages to generate a formal backtest authorization file before execution is permitted.

Why does my backtest fail authorization gates in open-xquant workflows?

Backtest authorization gates fail when required validation artifacts from the strategy spec build, spec audit, or runtime audit stages are missing or have not passed all mandatory validation checks.

What validation checks are required for quant strategy backtesting?

Quant strategy backtesting requires mandatory post-run validation checks for reproducibility, research bias, and robustness to ensure that trading signal results remain trustworthy and fully auditable.

Can I execute unvalidated trading backtests without prior strategy audits?

No, executing unvalidated trading backtests is blocked by strict authorization enforcement, which requires a valid backtest authorization file generated only after all prior strategy validation steps have successfully passed.

How is provenance tracked during a gated backtest execution?

Provenance is tracked by attaching all required audit artifacts, component manifests, and recipe catalogs directly to the run directory, ensuring full traceability and structured result reporting for auditability.

What happens if post-run reproducibility validation fails for a backtest?

If post-run reproducibility validation fails, the backtest results are flagged as untrustworthy for trading decisions, as mandatory robustness and research bias checks must pass to confirm result reliability.